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  2. Delta neutral - Wikipedia

    en.wikipedia.org/wiki/Delta_neutral

    A related term, delta hedging, is the process of setting or keeping a portfolio as close to delta-neutral as possible. In practice, maintaining a zero delta is very complex because there are risks associated with re-hedging on large movements in the underlying stock's price, and research indicates portfolios tend to have lower cash flows if re ...

  3. Delta Neutral Investing: What You Need to Know - AOL

    www.aol.com/news/delta-neutral-investing-know...

    In options trading, “delta” represents volatility. It is one of a set of variables, collectively known as “the Greeks, that traders use to assess the risk of a derivative.

  4. Volatility arbitrage - Wikipedia

    en.wikipedia.org/wiki/Volatility_arbitrage

    A common type of vol arb is type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlying. The objective is to take advantage of differences between the implied volatility of the option, and a forecast of future realized volatility of the option's underlying. In volatility arbitrage ...

  5. Box spread - Wikipedia

    en.wikipedia.org/wiki/Box_spread

    In options trading, a box spread is a combination of positions that has a certain (i.e., riskless) payoff, considered to be simply "delta neutral interest rate position". For example, a bull spread constructed from calls (e.g., long a 50 call, short a 60 call) combined with a bear spread constructed from puts (e.g., long a 60 put, short a 50 ...

  6. Convertible arbitrage - Wikipedia

    en.wikipedia.org/wiki/Convertible_arbitrage

    As a result, under normal market conditions, the arbitrageur expects the combined position to be insensitive to small fluctuations in the price of the underlying stock. However, maintaining a market-neutral position may require rebalancing transactions, a process called dynamic delta hedging. This rebalancing adds to the return of convertible ...

  7. Iron butterfly (options strategy) - Wikipedia

    en.wikipedia.org/wiki/Iron_butterfly_(options...

    It is a limited-risk, limited-profit trading strategy that is structured for a larger probability of earning smaller limited profit when the underlying stock is perceived to have a low volatility. ironfly = Δ ( butterfly strike price ) × ( 1 + r t ) − butterfly {\displaystyle {\mbox{ironfly}}=\Delta ({\mbox{butterfly strike price}})\times ...